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Content
Suppl. Dec. 1993, Volume 8, Issue S
- 41-61 Non-stationarity in GARCH Models: A Bayesian Analysis
by Kleibergen, F & Van Dijk, H K
- 63-84 Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions
by Smith, A A, Jr
- 85-118 Indirect Inference
by Gourieroux, C & Monfort, A & Renault, E
- 119-133 Simulation-Based Estimation of Models with Lagged Latent Variables
by Laroque, Guy & Salanie, B
- 135-152 Fitting Nonlinear Time-Series Models with Applications to Stochastic Variance Models
by Shephard, Neil
- 153-173 Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models
by Danielsson, J & Richard, J-F
Oct.-Dec. 1993, Volume 8, Issue 4
July-Sept. 1993, Volume 8, Issue 3
April-June 1993, Volume 8, Issue 2
- 115-128 Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration
by DeJong, David N
- 129-148 Compositional Change, Aggregation, and Dynamic Factor Demand: Estimates on a Panel of Manufacturing Firms
by Wolfson, P
- 149-162 Structural Shifts in the Manufacturing Export Performance of OECD Economies
by Landesmann, M & Snell, A
- 163-174 International Real Interest Rate Equalization: A Multivariate Time-Series Approach
by Kugler, Peter & Neusser, K
- 175-194 An Adjustment Cost Model of Long-Term Employment in Japan
by Nakamura, Shinichiro
- 195-211 Joint Tests for Regularity and Autocorrelation in Allocation Systems
by Deschamps, P J
- 213-219 Review of S-Plus
by Hallman, J
- 221-225 PC-Naive 6.01: A Review
by Kilduff, A P
Jan.-March 1993, Volume 8, Issue 1
- 1-13 New Effects in a High-Frequency Model of the Sterling-Dollar Exchange Rate
by Goodhart, C A E, et al
- 15-30 Intra-day Futures Price Volatility: Information Effects and Variance Persistence
by Locke, P R & Sayers, C L
- 31-49 Threshold Arch Models and Asymmetries in Volatility
by Rabemananjara, R & Zakoian, J M
- 51-69 Testing the Differences between the Determinants of Moody's and Standard & Poor's Ratings: An Application of Smooth Simulated Maximum Likelihood Estimation
by Moon, Choon-Geol & Stotsky, Janet G
- 71-80 The Cyclical and Secular Behaviour of the Labour Input: Comparing Efficiency Units and Hours Worked
by Hansen, G D
- 81-92 On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade
by Kinal, T & Lahiri, K
- 93-100 An Analysis of Publication Lags in Econometrics
by Trivedi, Pravin K
- 101-107 Software Reviews: GAIM 1.1
by Harrison, A
Suppl. Dec. 1992, Volume 7, Issue S
- 1-7 Nonlinear Dynamics and Econometrics: An Introduction
by Pesaran, M Hashem & Potter, Simon M
- 9-23 Complex Economic Dynamics: Obvious in History, Generic in Theory, Elusive in Data
by Day, R H
- 25-39 Using the Correlation Exponent to Decide whether an Economic Series is Chaotic
by Liu, T & Granger, C W J & Heller, W P
- 41-60 Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis
by Dechert, W D & Gencay, R
- 61-82 The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP
by Hansen, Bruce E
- 83-100 Merger Waves and the Structure of Merger and Acquisition Time-Series
by Town, R J
- 101-118 Nonlinear Dynamics in a Structural Model of Employment
by Burgess, S M
- 119-136 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models
by Terasvirta, T & Anderson, H M
- 137-149 Forecast Improvements Using a Volatility Index
by LeBaron, Blake
- 151-163 Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates
by Mizrach, B
- 165-185 Nonlinear Time-Series Analysis of Stock Volatilities
by Cao, C Q & Tsay, R S
- 187-195 The Comparative Power of the TR Test against Simple Threshold Models
by Rothman, P
Oct.-Dec. 1992, Volume 7, Issue 4
July-Sept. 1992, Volume 7, Issue 3
April-June 1992, Volume 7, Issue 2
- 115-129 The Role of the List Price in Housing Markets: Theory and an Econometric Model
by Horowitz, Joel L
- 131-148 The Relationship between Forecast Dispersion and Forecast Uncertainty: Evidence from a Survey Data-ARCH Model
by Rich, R W & Raymond, J E & Butler, J S
- 149-165 Automobile Insurance Ratemaking in the Presence of Asymmetrical Information
by Dionne, G & Vanasse, C
- 167-174 Estimation of Data Measured with Error and Subject to Linear Restrictions
by Weale, Martin
- 175-189 Some Strange Properties of Panel Data Estimators
by Robertson, D & Symons, J
- 191-201 Hypotheses Testing Concerning Relationships between Spot Prices of Various Types of Coffee
by Vogelvang, E
- 203-209 The Stationarity of British Economic and Productivity Growth 1856-1913
by Greasley, D
- 211-213 Erratum [Resampling a Time-Series Process: A Method of Estimating the Probabilities Associated with Alternative Plans for Protecting Pensions against Inflation]
by Denton, F T & Spencer, B G
- 215-219 The GAUSS Programming System: A Review
by Anderson, Richard G
Jan.-March 1992, Volume 7, Issue 1
- 5-30 Time Aggregation and the Distributional Shape of Unemployment Duration
by Bergstrom, R & Edin, P-A
- 31-51 Classification and Aggregation: An Application to Industrial Classification in CPS Data
by Cotterman, R & Peracchi, F
- 53-64 Estimation of a Continuous-Time Dynamic Demand System
by Chambers, Marcus J
- 65-82 'Objective' Bayesian Unit Root Tests
by Koop, Gary
- 83-91 Testing a Discrete Switching Disequilibrium Model of the UK Labour Market
by Hall, S G & Henry, S G B & Pemberton, M
- 93-99 Bootstrapping the Process of Model Selection: An Econometric Example
by Veall, Michael R
- 101-103 MICRO-EBA: Leamer's Extreme Bounds Analysis on GAUSS
by Shiba, Tsunemasa
- 105-107 Review of PCBRAP
by Koop, Gary
Oct.-Dec. 1991, Volume 6, Issue 4
- 333-364 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends
by Phillips, P C B
- 365-370 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
by Koop, Gary & Steel, Mark F J
- 371-373 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: Comment
by Leamer, Edward E
- 375-380 Flat Priors vs. Ignorance Priors in the Analysis of the AR(1) Model
by Kim, In-Moo & Maddala, G S
- 381-386 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
by Poirier, Dale J
- 387-401 On Bayesian Routes to Unit Roots
by Schotman, Peter C & van Dijk, Herman K
- 403-411 Bayesian Approaches to the 'Unit Root' Problem: A Comment
by Stock, James H
- 413-421 The Case for Trend-Stationarity Is Stronger Than We Thought
by DeJong, David N & Whiteman, Charles H
- 423-434 To Criticize the Critics: Comment
by Sims, Christopher A
- 435-473 Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum
by Phillips, P C B
July-Sept. 1991, Volume 6, Issue 3
- 225-238 Models for Truncated Counts
by Grogger, J T & Carson, Richard T
- 239-254 Price Formation in Commodity Markets
by Lord, M J
- 255-269 A Small Linear Model of Wage- and Price-Inflation in the Norwegian Economy
by Nymoen, R
- 271-286 Demand for Durable and Nondurable Goods, Environmental Policy and Consumer Welfare
by Conrad, K & Schroder, M
- 287-302 The Limiting Distribution of Extremal Exchange Rate Returns
by Hols, Martien C A B & de Vries, Casper G
- 303-314 Resampling a Time-Series Process: A Method of Estimating the Probabilities Associated with Alternative Plans for Protecting Pensions against Inflation
by Denton, F T & Spencer, B G
April-June 1991, Volume 6, Issue 2
- 109-124 Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge
by Baillie, Richard T & Myers, Robert J
- 125-142 The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market
by Canova, Fabio & Ito, Takatoshi
- 143-152 Term Structure of Interest Rates in the Singapore Asian Dollar Market
by Lee, Tom K Y & Tse, Y K
- 153-168 Expenditure Allocation across Nondurables, Services, Durables and Savings: An Empirical Study of Separability in the Long Run
by Anderson, G J
- 169-180 Specification Tests Based on the Heterogeneous Generalized Gamma Model of Duration: With an Application to Kennan's Strike Data
by Jaggia, Sanjiv
- 181-206 Describing the Separability Properties of Empirical Demand Systems
by Baccouche, Rafiq & Laisney, Francois
- 207-212 A Review of STATA 2.1
by Peterson, Steven P
- 213-217 Progressive Econometric Modelling (PERM): A Review
by Dineen, Chris
Jan.-March 1991, Volume 6, Issue 1
- 1-15 Wage and Price Adjustment in a Multimarket Disequilibrium Model
by Salanie, Bernard
- 17-30 Multiple and Pairwise Non-nested Tests of the Influence of Taxes on Money Demand
by Smith, Marlene A & Smyth, David J
- 31-44 Persistent Deficits and the Market Value of Government Debt
by Smith, Gregor W & Zin, Stanley E
- 45-66 Toward Efficiency in the Crude-Oil Market
by Green, Steven L & Mork, Knut Anton
- 67-76 The Effect of Parameter Uncertainty on Forecast Variances and Confidence Intervals for Unit Root and Trend Stationary Time-Series Models
by Sampson, Michael
- 77-90 An Application and Test for a Random Coefficient Model in Bangladesh Agriculture
by Hoque, Asraul
- 91-96 Elasticity of Substitution, Technical Progress and Returns to Scale in Branches of Soviet Industry: A New CES Production Function Approach
by Bairam, Erkin
- 97-101 Statistical Software Tools (SST) Version 2.0: An Update
by Trivedi, Pravin K
Oct.-Dec. 1990, Volume 5, Issue 4
- 309-325 A Re-examination of the Q Theory of Investment Using U.S. Firm Data
by Schaller, Huntley
- 327-350 Unions and the Financial Performance of British Private Sector Establishments
by Machin, Stephen J & Stewart, Mark B
- 351-365 Cointegration in a Macroeconomic System
by Kunst, Robert & Neusser, Klaus
- 367-379 Purchasing Power Parity as a Long-Run Relation
by Patel, Jayendu
- 381-392 Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
by Fair, Ray C & Taylor, John B
- 393-399 An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models
by Hall, S G & Stephenson, M J
- 401-406 On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
by Baltagi, Badi H & Khanti-Akom, Sophon
July-Sept. 1990, Volume 5, Issue 3
- 203-227 From a VAR Model to a Structural Model, with an Application to the Wage-Price Spiral
by Monfort, A & Rabemananjara, R
- 229-243 Asymptotic Least-Squares Estimation Efficiency Considerations and Applications
by Kodde, D A & Palm, Franz C & Pfann, G A
- 245-262 The Dynamics of Job Separation: The Case of Federal Employees
by Black, Matthew & Moffitt, Robert & Warner, John T
- 263-268 The Dynamics of Job Separation: The Case of Federal Employees: Comment
by Gotz, Glenn A
- 269-272 The Dynamics of Job Separation: The Case of the Federal Employees: Reply
by Black, Matthew & Moffitt, Robert & Warner, John T
- 273-291 A Comparison among Partial Adjustment, Rational Expectations and Error Correction Estimates of the Canadian Demand for Money
by Keil, M W & Richardson, W
- 293-298 'XploRe'-ing the World of Nonparametric Analysis
by Ng, Pin T & Sickles, Robin C
- 299-304 N-Kernel: A Review
by Delgado, Miguel A & Stengos, Thanasis
April-June 1990, Volume 5, Issue 2
January-March 1990, Volume 5, Issue 1
- 1-28 Flexible Parametric Estimation of Duration and Competing Risk Models
by Han, Aaron & Hausman, Jerry A
- 29-46 Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand
by Domowitz, Ian & Hakkio, Craig S
- 47-58 Seasonal Adjustment and Measuring Persistence in Output
by Jaeger, Albert & Kunst, Robert M
- 59-74 Estimating Stochastic Frontier Systems with Unbalanced Panel Data: The Case of Floor Tile Manufactories in Egypt
by Seale, James M, Jr
- 75-85 On Measuring Economic Efficiency
by Kalirajan, K P
Supplement, December 1989, Volume 4, Issue S
- 5-27 Planning, Criticism, and Revision
by Leamer, Edward E
- 29-59 Diagnostic Tests for Models Based on Individual Data: A Survey
by Pagan, Adrian & Vella, Frank
- 61-86 Specification Testing in Censored Regression Models: Parametric and Semiparametric Methods
by Horowitz, Joel L & Neumann, George R
- 87-130 Strategic Bargaining Models and Interpretation of Strike Data
by Kennan, John & Wilson, Robert
- 131-144 Self-Selection in the Residential Electricity Time-of-Use Pricing Experiments
by Aigner, Dennis J & Ghali, Khalifa
- 145-159 Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models
by Granger, C W J & Lee, T H
- 161-178 Monetary Policy and the Stability of Macroeconomic Relationships
by Taylor, John B
Oct.-Dec. 1989, Volume 4, Issue 4
- 317-344 Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications
by Turner, David S & Wallis, Kenneth F & Whitley, John D
- 345-359 Models of Military Expenditure
by Smith, R P
- 361-382 A Monte Carlo Comparison of Semiparametric Tobit Estimators
by Moon, Choon-Geol
- 383-391 Statistical Properties of Data Stretching
by Greenberg, E & Pollard, W A & Alpert, W T
- 393-414 Survival Analysis Software on MS/PC-DTS Computers
by Goldstein, Richard, et al
July-September 1989, Volume 4, Issue 3
- 213-237 Output and Unemployment Dynamics in the United States: 1950-1985
by Evans, George W
- 239-250 The Relationship between the Level and Variability of Inflation: Theory and Evidence
by Demetriades, Panikos O
- 251-264 A Qualitative Response Analysis of UK Firms' Employment and Output Decisions
by McIntosh, James & Schiantarelli, Fabio & Low, William
- 265-282 An Examination of the Equilibrium Specification and Structure of Production for Canadian Telecommunications
by Bernstein, Jeffrey I
- 283-293 Consistent Estimation When the Left-Hand Variable is Exogenous over Part of the Sample Period
by Kohli, U
- 295-303 A Random Walk through the Gibson Paradox
by Corbae, Dean & Ouliaris, Sam
- 305-307 Forecast Master: A Review
by Baillie, Richard T
April-June 1989, Volume 4, Issue 2
- 103-117 The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence
by Crafts, N F R & Leybourne, S J & Mills, Terence C
- 119-138 Tests of International CAPM with Time-Varying Covariances
by Engel, Charles & Rodrigues, Anthony P
- 139-159 Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation
by Shea, Gary S
- 161-179 Fiscal and Monetary Policy Co-ordination: A Differential Game Approac h
by Petit, Maria Luisa
- 181-193 Does School Matter for Educational Achievement? A Two-Way Nested-Error Components Analysis
by Montmarquette, Claude & Mahseredjian, Sophie
- 195-204 Structural Time Series Analysis and Modelling Package: A Review
by Diebold, Francis X
- 205-206 MTS: A Review
by Watson, Mark W
Jan.-Mar. 1989, Volume 4, Issue 1
October-December 1988, Volume 3, Issue 4
July-Sept. 1988, Volume 3, Issue 3
- 169-186 Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results
by Kiefer, Nicholas M
- 187-202 Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity
by McCurdy, Thomas H & Morgan, Ieuan G
- 203-214 A Stochastic Frontier Cost Function for Residential Child Care Provision
by Hughes, Michael D
- 215-228 Money Stock Targeting and Money Supply: An Intertemporal Optimization Approach (with an Application to Canada)
by Mercenier, Jean & Sekkat, Khalid
- 229-234 Choice of Employment Status and the Wages of Employees and the Self-employed: Some Further Evidence
by Gill, Andrew M
- 235-239 Statistical Software Tools (SST) Version 1.1: A Review
by Trivedi, Pravin K
- 240-244 AUTOBOX: A Review
by Bewley, Ronald
- 245-247 SHAZAM: A Response
by White, K J
April 1988, Volume 3, Issue 2
January 1988, Volume 3, Issue 1
October 1987, Volume 2, Issue 4
July 1987, Volume 2, Issue 3
- 171-192 Cliometrics, 1971-1986: A Survey
by Crafts, N F R
- 193-214 Minute to Minute: Efficiency, Normality, and Randomness in Intra-daily Asset Prices
by Feinstone, Lauren J
- 215-226 A Micro-econometric Analysis of Vacation Behaviour
by van Soest, Arthur & Kooreman, Peter
- 227-235 A Parametric Test of the Negativity of the Substitution Matrix
by Kodde, David A & Palm, Franz C
- 237-245 Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic
by Smith, Richard J
- 247-249 Unemployment, Disequilibrium and the Short-run Phillips Curve: Correction and Extension
by Quandt, Richard E & Rosen, Harvey S
April 1987, Volume 2, Issue 2
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